-10.5%
CF vs TYL
+26.0%
-36.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -4.7% |
| 7D | -6.9% | +17.3% | -24.1% | -8.2% |
| 30D | -3.7% | +28.9% | -32.6% | -5.9% |
| 3M | -5.0% | +35.1% | -40.0% | -7.4% |
| 6M | -10.5% | +29.3% | -39.8% | -12.1% |
| All | -10.5% | +26.0% | -36.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling